questions / thoughts on examples folder

[quant5]

I made a PR with a small refactor to two of the examples. https://github.com/cvxgrp/cvxportfolio/pull/87

I have some questions / thoughts:

• for multiperiod_tcost.py
  • why is there a hard-coded zero-out of the portfolio on 4/20/23? Should the backtester have an end_time of 4/20/23 then?
  • if you set an initial h, initial_value becomes unnecessary / overridden, it may be worth noting this in the docs
  • drawdowns are positive numbers - it's more conventional to plot them as negative (e.g., underwater). I'd actually suggest flipping the sign of the drawdowns series when it's calculated.
• hello_world.py - I didn't refactor this as it seems really expensive for a "hello world" - making 500 yfinance calls / filling one's hard drive with data. Suggest paring down to perhaps the example in the readme?